Prosoft Software Inc., Center for Statistical Research, Philadelphia, PA 19087, USA.
Br J Math Stat Psychol. 2013 Feb;66(1):189-96. doi: 10.1111/j.2044-8317.2012.02042.x. Epub 2012 Feb 20.
We propose a simple modification of Hochberg's step-up Bonferroni procedure for multiple tests of significance. The proposed procedure is always more powerful than Hochberg's procedure for more than two tests, and is more powerful than Hommel's procedure for three and four tests. A numerical analysis of the new procedure indicates that its Type I error is controlled under independence of the test statistics, at a level equal to or just below the nominal Type I error. Examination of various non-null configurations of hypotheses shows that the modified procedure has a power advantage over Hochberg's procedure which increases in relationship to the number of false hypotheses.
我们提出了一种 Hochberg 逐步 Bonferroni 检验的简单修正方法，用于多重显著性检验。对于超过两个检验，新方法总是比 Hochberg 方法更有效，对于三个和四个检验，新方法比 Hommel 方法更有效。新方法的数值分析表明，在检验统计量相互独立的情况下，其Ⅰ型错误率得到了控制，等于或略低于名义Ⅰ型错误率。对各种非零假设配置的检验表明，修正后的方法比 Hochberg 方法具有优势，随着假假设数量的增加，其优势也在增加。
